mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 15-Aug-2007
Day Change Summary
Previous Current
14-Aug-2007 15-Aug-2007 Change Change % Previous Week
Open 13,250 13,067 -183 -1.4% 13,243
High 13,313 13,159 -154 -1.2% 13,740
Low 13,060 12,880 -180 -1.4% 13,107
Close 13,089 12,921 -168 -1.3% 13,237
Range 253 279 26 10.3% 633
ATR 230 233 4 1.5% 0
Volume 195,177 245,430 50,253 25.7% 1,417,954
Daily Pivots for day following 15-Aug-2007
Classic Woodie Camarilla DeMark
R4 13,824 13,651 13,075
R3 13,545 13,372 12,998
R2 13,266 13,266 12,972
R1 13,093 13,093 12,947 13,040
PP 12,987 12,987 12,987 12,960
S1 12,814 12,814 12,896 12,761
S2 12,708 12,708 12,870
S3 12,429 12,535 12,844
S4 12,150 12,256 12,768
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 15,260 14,882 13,585
R3 14,627 14,249 13,411
R2 13,994 13,994 13,353
R1 13,616 13,616 13,295 13,489
PP 13,361 13,361 13,361 13,298
S1 12,983 12,983 13,179 12,856
S2 12,728 12,728 13,121
S3 12,095 12,350 13,063
S4 11,462 11,717 12,889
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,710 12,880 830 6.4% 264 2.0% 5% False True 281,582
10 13,740 12,880 860 6.7% 263 2.0% 5% False True 279,722
20 14,089 12,880 1,209 9.4% 255 2.0% 3% False True 248,330
40 14,097 12,880 1,217 9.4% 201 1.6% 3% False True 197,466
60 14,097 12,880 1,217 9.4% 178 1.4% 3% False True 151,432
80 14,097 12,880 1,217 9.4% 153 1.2% 3% False True 113,601
100 14,097 12,411 1,686 13.0% 132 1.0% 30% False False 90,884
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 48
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 14,345
2.618 13,890
1.618 13,611
1.000 13,438
0.618 13,332
HIGH 13,159
0.618 13,053
0.500 13,020
0.382 12,987
LOW 12,880
0.618 12,708
1.000 12,601
1.618 12,429
2.618 12,150
4.250 11,694
Fisher Pivots for day following 15-Aug-2007
Pivot 1 day 3 day
R1 13,020 13,132
PP 12,987 13,061
S1 12,954 12,991

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols